High-order discretization and multigrid solution of elliptic nonlinear constrained optimal control problems |
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Authors: | A. Borzı` |
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Affiliation: | Institut für Mathematik und Wissenschaftliches Rechnen, Karl-Franzens-Universität Graz, Heinrichstr. 36, A-8010 Graz, Austria |
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Abstract: | High(-mixed)-order finite difference discretization of optimality systems arising from elliptic nonlinear constrained optimal control problems are discussed. For the solution of these systems, an efficient and robust multigrid algorithm is presented. Theoretical and experimental results show the advantages of higher-order discretization and demonstrate that the proposed multigrid scheme is able to solve efficiently constrained optimal control problems also in the limit case of bang-bang control. |
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Keywords: | 49K20 65N06 65N12 65N55 |
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